-81.6%
AIRS vs SPY
+80.2%
-161.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -0.4% | +10.4% | +10.8% |
| 7D | +7.5% | +0.1% | +7.4% | +7.3% |
| 30D | -43.5% | +0.1% | -43.6% | -43.4% |
| 3M | -51.1% | +2.0% | -53.0% | -52.6% |
| 6M | +52.3% | +13.0% | +39.3% | +20.2% |
| YTD | +41.2% | +13.5% | +27.6% | +11.7% |
| 1Y | -52.6% | +20.0% | -72.6% | -65.8% |
| 3Y | -63.4% | +77.2% | -140.6% | -86.7% |
| All | -81.6% | +80.2% | -161.8% | -92.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling